经验过程在阿基米德Copula拟合优度检验中的应用

摘要

针对阿基米德Copula所特有的变量可交换性，提出了一种基于经验Copula过程的新拟合优度检验方法。不同于一般的Copula拟合优度检验，该方法在选择最优的阿基米德Copula时具有良好的效果。%Due to the fact that in Archimedean Copula the variables are exchangeable, a new method, which is based on empirical Copula process, is proposed in the goodness-of-fit tests for Copulas. Different from the goodness-of-fit tests for general Copulas, this method has positive effect on choosing the optimal Archimedean Copula.